PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-27 13:58:33.024204+00:00 (UTC)
In US/Central Time, this is 2024-03-27 08:58:33.024204-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896728 -0.474160 0.086477 -0.009337 0.545051 0.254414
1997-01-03 -0.885018 -0.474160 -0.155338 0.006167 0.744652 0.205242
1997-01-06 -0.881115 -0.474160 -0.063905 -0.017088 0.777533 0.269203
1997-01-07 -0.881115 -0.453343 -0.128870 -0.048096 0.837165 0.382849
1997-01-08 -0.892825 -0.453343 -0.021798 -0.086855 0.785195 0.496103
... ... ... ... ... ... ...
2024-03-20 -0.865502 -1.400534 -0.888000 1.719319 0.827850 0.465774
2024-03-21 -0.900632 -1.431760 -0.902436 1.727071 0.836472 0.472515
2024-03-22 -0.888922 -1.452577 -0.885594 1.727071 0.764030 0.313896
2024-03-25 -0.877212 -1.369308 -0.869954 1.727071 0.788287 0.420171
2024-03-26 -0.861599 -1.400534 -0.863939 1.727071 0.721708 0.420171

7195 rows × 6 columns

../../_images/035582d1824a58fba852ef272b7097a80a30a282834f0b6edfab6b42cc576b8d.png
pc1
DATE
1997-01-02   -0.576743
1997-01-03   -0.682841
1997-01-06   -0.665755
1997-01-07   -0.702103
1997-01-08   -0.671780
                ...   
2024-03-20   -1.595610
2024-03-21   -1.625616
2024-03-22   -1.582752
2024-03-25   -1.572268
2024-03-26   -1.559336
Name: PC1, Length: 7195, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/be2e23c45bfa00a76c0c3ffe2023fb2b87bb33e0273c91d794d581c2d3da5fe3.png
fig = px.line(pc1)
fig.show()
../../_images/83715c342d672e6723ad397c451c0a563cd097ed540b3257f043bc9aca5ce938.png